R動作テスト結果
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開始行:
[[計量経済学のためのR環境]]
> x1 <- c( 1.5, 2.3, 3.8, 4.2, 5.6, 6.3)
> x2 <- c( 1.0, 3.9, 8.6, 15.25, 28.6, 32.68)
> y <- c(-3.2, 2.0, 2.2, 6.3, 5.8, 12.5)
> eq1 <- lm(y ~ x1 + x2)
> summary (eq1)
Call:
lm(formula = y ~ x1 + x2)
Residuals:
1 2 3 4 5 6
-1.125 2.053 -1.517 1.421 -2.858 2.027
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -5.73749 5.62573 -1.020 0.383
x1 2.42235 2.82058 0.859 0.454
x2 0.02905 0.39772 0.073 0.946
Residual standard error: 2.713 on 3 degrees of freedom
Multiple R-Squared: 0.8416, Adjusted R-squared: 0.73...
F-statistic: 7.972 on 2 and 3 DF, p-value: 0.06302
> eq2 <- dwtest(eq1)
> summary (eq2)
Length Class Mode
statistic 1 -none- numeric
method 1 -none- character
alternative 1 -none- character
p.value 1 -none- numeric
data.name 1 -none- character
> eq3 <- arma (x1, c(1,0))
> summary (eq3)
Call:
arma(x = x1, order = c(1, 0))
Model:
ARMA(1,0)
Residuals:
Min 1Q Median 3Q Max
-0.5374 -0.2993 -0.1108 0.4570 0.4907
Coefficient(s):
Estimate Std. Error t value Pr(>|t|)
ar1 0.9296 0.1159 8.022 1.11e-15 ***
intercept 1.2049 0.4366 2.759 0.00579 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1...
Fit:
sigma^2 estimated as 0.2101, Conditional Sum-of-Squares...
>
終了行:
[[計量経済学のためのR環境]]
> x1 <- c( 1.5, 2.3, 3.8, 4.2, 5.6, 6.3)
> x2 <- c( 1.0, 3.9, 8.6, 15.25, 28.6, 32.68)
> y <- c(-3.2, 2.0, 2.2, 6.3, 5.8, 12.5)
> eq1 <- lm(y ~ x1 + x2)
> summary (eq1)
Call:
lm(formula = y ~ x1 + x2)
Residuals:
1 2 3 4 5 6
-1.125 2.053 -1.517 1.421 -2.858 2.027
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -5.73749 5.62573 -1.020 0.383
x1 2.42235 2.82058 0.859 0.454
x2 0.02905 0.39772 0.073 0.946
Residual standard error: 2.713 on 3 degrees of freedom
Multiple R-Squared: 0.8416, Adjusted R-squared: 0.73...
F-statistic: 7.972 on 2 and 3 DF, p-value: 0.06302
> eq2 <- dwtest(eq1)
> summary (eq2)
Length Class Mode
statistic 1 -none- numeric
method 1 -none- character
alternative 1 -none- character
p.value 1 -none- numeric
data.name 1 -none- character
> eq3 <- arma (x1, c(1,0))
> summary (eq3)
Call:
arma(x = x1, order = c(1, 0))
Model:
ARMA(1,0)
Residuals:
Min 1Q Median 3Q Max
-0.5374 -0.2993 -0.1108 0.4570 0.4907
Coefficient(s):
Estimate Std. Error t value Pr(>|t|)
ar1 0.9296 0.1159 8.022 1.11e-15 ***
intercept 1.2049 0.4366 2.759 0.00579 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1...
Fit:
sigma^2 estimated as 0.2101, Conditional Sum-of-Squares...
>
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